When alcohol ends up in the blood, and it eventually ends up in the brain. Does it matter if it goes through the stomach first? And can injecting alcohol be that bad if people used to use it as a medical intervention? Yes. Yes it can.
In 1891, one of the earliest heart surgeries in the world saved a man who had been stabbed in a street fight. The knife had torn the man's pericardium, the sac around his heart, and he was dying. Doctor H. C. Dalton took out part of the guy's rib and sutured the pericardium up. Things looked bad, for a while, but they injected the man with a little whiskey, and that seemed to help him. Seemed to.
The life-saving whiskey injection probably has a few modern doctors clutching their stethoscopes in horror. Doctors don't inject whiskey anymore, but people do. One study, made at a facility that helped those hooked on drugs go through detox, found that some patients admitted to injecting alcohol a few times a month over the course of years. One man wanted to avoid the smell of alcohol on his breath. Another two were also heroin addicts and enjoyed the feel of the needle.
Clearly, it can be done. It just shouldn't be done. One big problem is time. When people drink, they often become instantly uninhibited. This is not the effect of the alcohol; people want to be drunk, so they act drunk, but it takes 20 minutes to an hour for alcohol to get absorbed into their system through their stomach. Injecting alcohol puts all the alcohol in the bloodstream right away, which gets you drunk immediately. It can also be fatal. When people drink to excess, there's basically a race between their stomach and their liver. The stomach puts alcohol into their system. The liver takes it out. An hour of time can give the body a nice cushion and prevent alcohol poisoning. An immediate injection doesn't provide the same breathing space.
More importantly, remember that a splash of whiskey hasn't been used to sterilize anything outside of rusty surgical implements in old-time movie westerns. The body filters out a lot of the compounds found in alcohol, as well as a lot of the bacteria that might contaminate the alcohol or the needle. Putting that stuff directly into the veins is a bad idea for anyone who wants to stay alive.
As a historical note, alcohol wasn't the only thing Dr. Dalton injected into a heart surgery patient that day. He also injected the victim with strychnine, which was regarded as a healthful stimulant. Clearly, getting stabbed was the least hazardous thing to happen to the poor man that day.